Module messages

Module messages 

Source
Expand description

Data models for Kraken Futures WebSocket v1 API messages.

Structs§

KrakenFuturesBookDelta
Book delta from Kraken Futures WebSocket (uses snake_case).
KrakenFuturesBookLevel
Price level in order book.
KrakenFuturesBookSnapshot
Book snapshot from Kraken Futures WebSocket (uses snake_case).
KrakenFuturesChallengeRequest
Challenge request for WebSocket authentication.
KrakenFuturesChallengeResponse
Challenge response from WebSocket.
KrakenFuturesErrorResponse
Error response from Kraken Futures WebSocket.
KrakenFuturesFill
Fill from Kraken Futures WebSocket.
KrakenFuturesFillsDelta
Fills delta/update from Kraken Futures WebSocket. Note: Kraken sends fills updates in array format (same as snapshot).
KrakenFuturesFillsSnapshot
Fills snapshot from Kraken Futures WebSocket.
KrakenFuturesHeartbeat
Heartbeat message from Kraken Futures WebSocket.
KrakenFuturesInfoMessage
Info message from Kraken Futures WebSocket (sent on connection).
KrakenFuturesOpenOrder
Open order from Kraken Futures WebSocket.
KrakenFuturesOpenOrdersCancel
Open orders cancel notification from Kraken Futures WebSocket. Used when an order is canceled - contains only order identifiers.
KrakenFuturesOpenOrdersDelta
Open orders delta/update from Kraken Futures WebSocket. Used when full order details are provided (new orders, updates).
KrakenFuturesOpenOrdersSnapshot
Open orders snapshot from Kraken Futures WebSocket.
KrakenFuturesPrivateSubscribeRequest
Authenticated subscription request for private feeds.
KrakenFuturesRequest
Subscribe/unsubscribe request for Kraken Futures WebSocket.
KrakenFuturesSubscriptionResponse
Response to a subscription request.
KrakenFuturesTickerData
Ticker data from Kraken Futures WebSocket (uses snake_case).
KrakenFuturesTradeData
Trade data from Kraken Futures WebSocket (uses snake_case).
KrakenFuturesTradeSnapshot
Trade snapshot from Kraken Futures WebSocket (sent on subscription).

Enums§

KrakenFuturesChannel
Kraken Futures WebSocket subscription channel types.
KrakenFuturesEvent
Kraken Futures WebSocket event types.
KrakenFuturesFeed
Kraken Futures WebSocket feed types.
KrakenFuturesMessageType
Message type classification for efficient routing. Used to classify incoming WebSocket messages without full deserialization.
KrakenFuturesWsMessage
Output message types from the Futures WebSocket handler.

Functions§

classify_futures_message